[backport] Fix loading GPU pickle with a CPU-only xgboost distribution. (#8632) #8641
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We can handle loading the pickle on a CPU-only machine if the XGBoost is built with CUDA enabled (Linux and Windows PyPI package), but not if the distribution is CPU-only (macOS PyPI package).
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We can handle loading the pickle on a CPU-only machine if the XGBoost is built with CUDA enabled (Linux and Windows PyPI package), but not if the distribution is CPU-only (macOS PyPI package).